"Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model."

Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta (2017)

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DOI: 10.1007/978-3-319-50742-2_21

access: closed

type: Part in Book or Collection

metadata version: 2019-10-19

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Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta:
Predictive Recursion Maximum Likelihood of Threshold Autoregressive Model. Robustness in Econometrics 2017: 349-362

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